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fix gamma
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Autoparallel committed Oct 11, 2023
1 parent 2f19bc2 commit ac771ef
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion box-simulation/src/agents/arbitrageur/mod.rs
Original file line number Diff line number Diff line change
Expand Up @@ -116,7 +116,7 @@ impl<S: Strategy> Arbitrageur<S> {
let g3m_price_wad = self.strategy.get_spot_price().await?;
info!("g3m_price_wad: {:?}", g3m_price_wad);

let gamma_wad = WAD - self.strategy.swap_fee().await?;
let gamma_wad = WAD - (self.strategy.swap_fee().await?) * U256::from(10u128.pow(14));
info!("gamma_wad: {:?}", gamma_wad);

// Compute the no-arbitrage bounds.
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